Continuous panel models with time dependent parameters

DOI10.1080/0022250X.1998.9990214MaRDI QIDQ4229254zbMATH OpenFDO

Authors Hermann Singer

Publication date 5 October 1999

Published in The Journal of Mathematical Sociology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/0022250X.1998.9990214

zbMATH Keywords

continuous-discrete state space modelgrowth modelsKalman filterpanel datatime dependent parameters

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics (62P99)

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Cites work

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• The aliasing‐phenomenon in visual terms
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Cited in

(11)

• Risk matters: breaking certainty equivalence in linear approximations
• Continuous time state space modeling of panel data by means of sem
• SEM modeling with singular moment matrices. II: ML-estimation of sampled stochastic differential equations
• Continuous time modeling of panel data: SEM versus filter techniques
• Nonlinear continuous time modeling approaches in panel research
• Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model
• Continuous‐time modelling of irregularly spaced panel data using a cubic spline model
• Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms
• Nonlinear continuous-discrete filtering using kernel density estimatesand functional integrals
• A stochastic regression model for general trend analysis of longitudinal continuous data
• Panel data segmentation under finite time horizon

Describes a project that uses

Uses Software

• LSDE

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